PortfoliosLab logoPortfoliosLab logo
SUJP.L vs. LDAP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SUJP.L vs. LDAP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Japan SRI UCITS ETF (SUJP.L) and L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis (LDAP.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SUJP.L achieves a 7.69% return, which is significantly lower than LDAP.L's 17.12% return.


SUJP.L

1D
0.56%
1M
3.94%
6M
3.58%
YTD
7.69%
1Y
20.59%
3Y*
10.73%
5Y*
4.40%
10Y*

LDAP.L

1D
1.71%
1M
-1.56%
6M
15.58%
YTD
17.12%
1Y
24.38%
3Y*
20.08%
5Y*
9.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUJP.L vs. LDAP.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SUJP.L
iShares MSCI Japan SRI UCITS ETF
7.69%19.03%2.95%13.59%-18.40%-0.81%
LDAP.L
L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis
17.12%35.59%3.81%9.13%-8.93%-99.00%

Correlation

The correlation between SUJP.L and LDAP.L is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.54

Correlation (5Y)
Calculated over the trailing 5-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Apr 12, 2021

0.60

The correlation between SUJP.L and LDAP.L has been stable across timeframes, ranging from 0.50 to 0.60 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SUJP.L vs. LDAP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SUJP.L
SUJP.L Risk / Return Rank: 3434
Overall Rank
SUJP.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SUJP.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
SUJP.L Omega Ratio Rank: 3333
Omega Ratio Rank
SUJP.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
SUJP.L Martin Ratio Rank: 3636
Martin Ratio Rank

LDAP.L
LDAP.L Risk / Return Rank: 5555
Overall Rank
LDAP.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
LDAP.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
LDAP.L Omega Ratio Rank: 5454
Omega Ratio Rank
LDAP.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
LDAP.L Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SUJP.L vs. LDAP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan SRI UCITS ETF (SUJP.L) and L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis (LDAP.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SUJP.LLDAP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.73

Omega ratioGain probability vs. loss probability

1.19

1.28

-0.09

Calmar ratioReturn relative to maximum drawdown

1.59

2.31

-0.72

Martin ratioReturn relative to average drawdown

4.56

6.22

-1.66

SUJP.L vs. LDAP.L - Sharpe Ratio Comparison

The current SUJP.L Sharpe Ratio is 0.99, which is lower than the LDAP.L Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of SUJP.L and LDAP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SUJP.L vs. LDAP.L - Drawdown Comparison

The maximum SUJP.L drawdown since its inception was -34.36%, smaller than the maximum LDAP.L drawdown of -99.33%. Use the drawdown chart below to compare losses from any high point for SUJP.L and LDAP.L.


Loading charts...

Drawdown Indicators


SUJP.LLDAP.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.36%

-99.33%

+64.97%

Max Drawdown (1Y)

Largest decline over 1 year

-12.70%

-10.85%

-1.85%

Max Drawdown (3Y)

Largest decline over 3 years

-14.85%

-24.47%

+9.62%

Max Drawdown (5Y)

Largest decline over 5 years

-34.36%

-34.61%

+0.25%

Current Drawdown

Current decline from peak

-1.32%

-98.38%

+97.06%

Average Drawdown

Average peak-to-trough decline

-10.13%

-98.71%

+88.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.43%

4.04%

+0.39%

Volatility

SUJP.L vs. LDAP.L - Volatility Comparison

iShares MSCI Japan SRI UCITS ETF (SUJP.L) has a higher volatility of 5.25% compared to L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis (LDAP.L) at 4.91%. This indicates that SUJP.L's price experiences larger fluctuations and is considered to be riskier than LDAP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SUJP.LLDAP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

4.91%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

16.66%

13.37%

+3.29%

Volatility (1Y)

Calculated over the trailing 1-year period

20.41%

15.84%

+4.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.96%

28.07%

-10.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.54%

51.15%

-33.61%

SUJP.L vs. LDAP.L - Expense Ratio Comparison

SUJP.L has a 0.20% expense ratio, which is lower than LDAP.L's 0.40% expense ratio.


Dividends

SUJP.L vs. LDAP.L - Dividend Comparison

SUJP.L has not paid dividends to shareholders, while LDAP.L's dividend yield for the trailing twelve months is around 3.83%.


PositionTTM20252024202320222021
LDAP.L
L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis
3.83%4.23%4.86%5.25%4.92%2.23%
SUJP.L
iShares MSCI Japan SRI UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SUJP.L and LDAP.L have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SUJP.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SUJP.L is cheaper with a 0.20% expense ratio, compared with 0.40% for LDAP.L.

SUJP.L tracks iShares MSCI Japan SRI UCITS ETF, while LDAP.L tracks L&G APAC ex-Japan Quality Dividends Equal Weight ETF USD Dis. They also come from different issuers: iShares and L&G. Their fees differ too: 0.20% for SUJP.L and 0.40% for LDAP.L.

Portfolio Optimizer

Find the right allocation for SUJP.L and LDAP.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer